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subject:"India"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"CAPM"
~subject:"Risikomaß"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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India
CAPM
Risikomaß
Stochastic process
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Zeitreihenanalyse
20
Volatility
16
Volatilität
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Estimation
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Schätzung
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ARCH model
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Noise trading
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Barndorff-Nielsen, Ole E.
1
Bormann, Carsten
1
Boudt, Kris
1
Bu, Ruijun
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Chen, Jiaqin
1
Christoffersen, Peter F.
1
Croux, Christophe
1
Czellar, Veronika
1
Dupuis, Debbie J.
1
Engle, Robert F.
1
Feng, Dingan
1
Francq, Christian
1
Frederiksen, Per
1
Giet, Ludovic
1
Hadri, Kaddour
1
Herwartz, Helmut
1
Hill, Jonathan B.
1
Horváth, Lajos
1
Hurn, Stan
1
Härdle, Wolfgang
1
Jeisman, J. I.
1
Jiang, George J.
1
Laurent, Sébastien
1
Lindsay, Kenneth A.
1
Lubrano, Michel
1
Mitra, Gautam
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Moura, Guilherme Valle
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Nielsen, Morten Ørregaard
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Nogales, Francisco J.
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Papageorgiou, Nicolas A.
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Pelletier, Denis
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Rémillard, Bruno
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Santos, André A. P.
1
Schaumburg, Julia
1
Schienle, Melanie
1
Shephard, Neil G.
1
Song, Peter X.-K.
1
Spokojnyj, Vladimir G.
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
92
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Insurance / Mathematics & economics
33
The Indian economic journal
32
Journal of quantitative economics : official journal of the Indian Econometric Society
27
Discussion paper / Tinbergen Institute
25
Journal of risk
22
The Indian journal of economics
22
Economics letters
20
Econometric reviews
19
European journal of operational research : EJOR
18
Journal of banking & finance
18
Journal of empirical finance
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Journal of financial econometrics
18
CREATES research paper
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Econometric theory
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Finance research letters
16
SFB 649 discussion paper
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Computational economics
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Economic modelling
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The journal of finance : the journal of the American Finance Association
15
Journal of financial economics
14
Operations research
14
Quantitative finance
14
Risks : open access journal
14
Journal of risk and financial management : JRFM
13
Working paper
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Econometrics : open access journal
12
Indian journal of agricultural economics
12
Journal of Indian School of Political Economy : a journal devoted to the study of Indian economy, polity, and society
12
Mathematics of operations research
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Cowles Foundation discussion paper
11
Finance India : the quarterly journal of Indian Institute of Finance
11
Journal of mathematical finance
11
NBER Working Paper
11
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
10
Discussion papers of interdisciplinary research project 373
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1
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
2
Efficient portfolio selection in a large market
Chen, Jiaqin
;
Yuan, Ming
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 496-524
Persistent link: https://www.econbiz.de/10011623668
Saved in:
3
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 552-580
Persistent link: https://www.econbiz.de/10011623690
Saved in:
4
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
5
Accurate methods for approximate Bayesian Computation Filtering
Calvet, Laurent E.
;
Czellar, Veronika
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 798-838
Persistent link: https://www.econbiz.de/10011417791
Saved in:
6
Robust conditional variance and value-at-risk estimation
Dupuis, Debbie J.
;
Papageorgiou, Nicolas A.
; …
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 896-921
Persistent link: https://www.econbiz.de/10011417831
Saved in:
7
Expected shortfall estimation and Gaussian inference for infinite variance time series
Hill, Jonathan B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10010519664
Saved in:
8
Estimation of distortion risk measures
Tsukahara, Hideatsu
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 213-235
Persistent link: https://www.econbiz.de/10010233598
Saved in:
9
Modeling multivariate interest rates using time-varying copulas and reducible nonlinear stochastic differential equations
Bu, Ruijun
;
Giet, Ludovic
;
Hadri, Kaddour
;
Lubrano, Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 198-236
Persistent link: https://www.econbiz.de/10009125140
Saved in:
10
Outlyingness weighted covariation
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 657-684
Persistent link: https://www.econbiz.de/10009407333
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